The previous post involved distribution functions over the real numbers but it’s also possible to have distribution functions over . A problem asks to show that if we have the distribution function

And a difference function

Then show that

Just to make clear the notation above (which confused me for a while), take the example where , then

So this is true for . I won’t do the general case.

### Like this:

Like Loading...

*Related*

Pingback: Measurable Spaces – Problem (48/365) | Latent observations